Workshop: Problems of roughness, geometry and random fluctuations

Dates: December 9 - 12, 2019
Venue: Lipschitz lecture hall, Mathematics Center, Endenicher Allee 60, 53115 Bonn 
Organizers: Antoine Hocquet (Berlin), Khoa Lê (London)

The workshop aims to gather different communities in the field of stochastic differential equations in finite or infinite dimensions. We want to emphasize three directions:

(i) filtering theory and rough paths; 
(ii) geometric equations; 
(iii) numerics of rough PDEs.

In particular, a purpose of the workshop is to confront young researchers and experts in the field of Rough Path Theory and Geometry, in order to find new directions of research. Special attention will be given to applications, for instance in filtering or numerics.